Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-04 0.443572 0.491961 0.545799 0.610602 0.687110 0.775353 0.886000
2025-05-11 0.393642 0.457167 0.532882 0.631317 0.758280 0.920020 1.147729
2025-05-18 0.344509 0.412924 0.498483 0.616118 0.778382 1.002181 1.349895
2025-05-25 0.304673 0.373825 0.463491 0.592239 0.779655 1.055885 1.524018
2025-06-01 0.282675 0.354517 0.450920 0.595296 0.817104 1.167382 1.820273
2025-06-08 0.271078 0.347332 0.453186 0.618634 0.887548 1.345335 2.297558
2025-06-15 0.256649 0.334477 0.445490 0.625184 0.931473 1.488378 2.771310
2025-06-22 0.241594 0.319196 0.432360 0.620925 0.955564 1.600233 3.232874
2025-06-29 0.228504 0.305589 0.420243 0.616387 0.977748 1.713492 3.763597
2025-07-06 0.213149 0.287448 0.399480 0.594713 0.964137 1.747431 4.096303
2025-07-13 0.206577 0.282027 0.398118 0.606097 1.016008 1.942236 5.078673
2025-07-20 0.200275 0.276503 0.395993 0.615657 1.065754 2.148705 6.318913
2025-07-27 0.192314 0.268140 0.388970 0.616300 1.098975 2.331417 7.739844
2025-08-03 0.185883 0.261768 0.384731 0.621666 1.143912 2.566458 9.846701
2025-08-10 0.175349 0.248178 0.367193 0.599342 1.121095 2.592245 10.812273
2025-08-17 0.164984 0.234352 0.348406 0.572857 1.084541 2.564819 11.419029
2025-08-24 0.159822 0.228768 0.343617 0.573979 1.115670 2.774974 14.440474
2025-08-31 0.158068 0.228669 0.348424 0.595154 1.201744 3.225436 21.888973
2025-09-07 0.154172 0.224741 0.346021 0.600856 1.248619 3.558599 30.745188
2025-09-14 0.149185 0.218701 0.339339 0.596587 1.267296 3.787760 40.646953
2025-09-21 0.144515 0.212979 0.332885 0.592179 1.284954 4.027051 55.178394
2025-09-28 0.138086 0.203953 0.319755 0.571652 1.251682 4.004510 61.673269
2025-10-05 0.135921 0.202239 0.320337 0.582372 1.315254 4.525248 112.534375